SECURITAS (Germany) Market Value
| S7MB Stock | EUR 14.00 0.06 0.43% |
| Symbol | SECURITAS |
SECURITAS 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to SECURITAS's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of SECURITAS.
| 01/21/2025 |
| 02/20/2025 |
If you would invest 0.00 in SECURITAS on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding SECURITAS B or generate 0.0% return on investment in SECURITAS over 30 days. SECURITAS is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
SECURITAS Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure SECURITAS's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess SECURITAS B upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.1798 | |||
| Maximum Drawdown | 20.44 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 2.19 |
SECURITAS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SECURITAS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SECURITAS's standard deviation. In reality, there are many statistical measures that can use SECURITAS historical prices to predict the future SECURITAS's volatility.| Risk Adjusted Performance | 0.14 | |||
| Jensen Alpha | 0.4804 | |||
| Total Risk Alpha | 0.4215 | |||
| Sortino Ratio | 0.4544 | |||
| Treynor Ratio | (2.84) |
SECURITAS B Backtested Returns
SECURITAS appears to be not too volatile, given 3 months investment horizon. SECURITAS B retains Efficiency (Sharpe Ratio) of 0.29, which indicates the firm had a 0.29 % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for SECURITAS, which you can use to evaluate the volatility of the company. Please review SECURITAS's risk adjusted performance of 0.14, and Coefficient Of Variation of 527.26 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SECURITAS holds a performance score of 22. The entity owns a Beta (Systematic Risk) of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SECURITAS are expected to decrease at a much lower rate. During the bear market, SECURITAS is likely to outperform the market. Please check SECURITAS's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether SECURITAS's current price history will revert.
Auto-correlation | 0.69 |
Good predictability
SECURITAS B has good predictability. Overlapping area represents the amount of predictability between SECURITAS time series from 21st of January 2025 to 5th of February 2025 and 5th of February 2025 to 20th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SECURITAS B price movement. The serial correlation of 0.69 indicates that around 69.0% of current SECURITAS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
SECURITAS B lagged returns against current returns
Autocorrelation, which is SECURITAS stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting SECURITAS's stock expected returns. We can calculate the autocorrelation of SECURITAS returns to help us make a trade decision. For example, suppose you find that SECURITAS has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
SECURITAS regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If SECURITAS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SECURITAS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SECURITAS stock over time.
Current vs Lagged Prices |
| Timeline |
SECURITAS Lagged Returns
When evaluating SECURITAS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SECURITAS stock have on its future price. SECURITAS autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, SECURITAS autocorrelation shows the relationship between SECURITAS stock current value and its past values and can show if there is a momentum factor associated with investing in SECURITAS B .
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SECURITAS Stock Analysis
When running SECURITAS's price analysis, check to measure SECURITAS's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy SECURITAS is operating at the current time. Most of SECURITAS's value examination focuses on studying past and present price action to predict the probability of SECURITAS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SECURITAS's price. Additionally, you may evaluate how the addition of SECURITAS to your portfolios can decrease your overall portfolio volatility.